• Title/Summary/Keyword: augmented Lagrangian functions

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Performance Comparison of CEALM and NPSOL

  • Seok, Hong-Young;Jea, Tahk-Min
    • 제어로봇시스템학회:학술대회논문집
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    • 2001.10a
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    • pp.169.4-169
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    • 2001
  • Conventional methods to solve the nonlinear programming problem range from augmented Lagrangian methods to sequential quadratic programming (SQP) methods. NPSOL, which is a SQP code, has been widely used to solve various optimization problems but is still subject to many numerical problems such as convergence to local optima, difficulties in initialization and in handling non-smooth cost functions. Recently, many evolutionary methods have been developed for constrained optimization. Among them, CEALM (Co-Evolutionary Augmented Lagrangian Method) shows excellent performance in the following aspects: global optimization capability, low sensitivity to the initial parameter guessing, and excellent constraint handling capability due to the benefit of the augmented Lagrangian function. This algorithm is ...

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Dynamic response optmization using approximate search (근사 선탐색을 이용한 동적 반응 최적화)

  • Kim, Min-Soo;Choi, Dong-hoon
    • Transactions of the Korean Society of Mechanical Engineers A
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    • v.22 no.4
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    • pp.811-825
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    • 1998
  • An approximate line search is presented for dynamic response optimization with Augmented Lagrange Multiplier(ALM) method. This study empolys the approximate a augmented Lagrangian, which can improve the efficiency of the ALM method, while maintaining the global convergence of the ALM method. Although the approximate augmented Lagragian is composed of only the linearized cost and constraint functions, the quality of this approximation should be good since an approximate penalty term is found to have almost second-order accuracy near the optimum. Typical unconstrained optimization algorithms such as quasi-Newton and conjugate gradient methods are directly used to find exact search directions and a golden section method followed by a cubic polynomial approximation is empolyed for approximate line search since the approximate augmented Lagrangian is a nonlinear function of design variable vector. The numberical performance of the proposed approach is investigated by solving three typical dynamic response optimization problems and comparing the results with those in the literature. This comparison shows that the suggested approach is robust and efficient.

SOLVING A CLASS OF GENERALIZED SEMI-INFINITE PROGRAMMING VIA AUGMENTED LAGRANGIANS

  • Zhang, Haiyan;Liu, Fang;Wang, Changyu
    • Journal of applied mathematics & informatics
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    • v.27 no.1_2
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    • pp.365-374
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    • 2009
  • Under certain conditions, we use augmented Lagrangians to transform a class of generalized semi-infinite min-max problems into common semi-infinite min-max problems, with the same set of local and global solutions. We give two conditions for the transformation. One is a necessary and sufficient condition, the other is a sufficient condition which can be verified easily in practice. From the transformation, we obtain a new first-order optimality condition for this class of generalized semi-infinite min-max problems.

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Integrated Roil-Pitch-Yaw Autopilot Design for Missiles

  • Kim, Yoon-Hwan;Won, Dae-Yeon;Kim, Tae-Hun;Tahk, Min-Jea;Jun, Byung-Eul;Lee, Jin-Ik;An, Jo-Young
    • International Journal of Aeronautical and Space Sciences
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    • v.9 no.1
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    • pp.129-136
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    • 2008
  • An roll-pitch-yaw integrated autopilot for missiles is designed for compensation of dynamics coupling. The proposed autopilot is based on the classical control technique. The gains of the proposed autopilot are optimized by using co-evolutionary augmented Lagrangian method(CEALM). Several cost functions are compared in order to find feasible control gains. For a case that a bank angle of missiles is unknown, multiple models are used in the autopilot optimization. In nonlinear simulations as well as linear simulations, the proposed autopilot provided good performances.

A computational setting of calcium leaching in concrete and its coupling with continuum damage mechanics

  • Nguyen, V.H.;Nedjar, B.;Torrenti, J.M.
    • Computers and Concrete
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    • v.1 no.2
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    • pp.131-150
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    • 2004
  • We present in this work a coupled phenomenological chemo-mechanical model that represents the degradation of concrete-like materials. The chemical behaviour is described by the nowadays well known simplified calcium leaching approach. And the mechanical damage behaviour is described by a continuum damage model which involves the gradient of the damage quantity. The coupled nonlinear problem at hand is addressed within the context of the finite element method. For the equation governing the calcium dissolution-diffusion part of the problem, special care is taken to treat the highly nonlinear calcium conductivity and solid calcium functions. The algorithmic design is based on a Newton-type iterative scheme where use is made of a recently proposed relaxed linearization procedure. And for the equation governing the damage part of the problem, an augmented Lagrangian formulation is used to take into account the damage irreversibility constraint. Finally, numerical simulations are compared with experimental results on cement paste.